diff --git a/pkgs/development/python-modules/gluonts/default.nix b/pkgs/development/python-modules/gluonts/default.nix
new file mode 100644
index 000000000000..4e3c2b79565f
--- /dev/null
+++ b/pkgs/development/python-modules/gluonts/default.nix
@@ -0,0 +1,113 @@
+{
+  stdenv,
+  lib,
+  buildPythonPackage,
+  fetchFromGitHub,
+  setuptools,
+
+  # dependencies
+  numpy,
+  pandas,
+  pydantic,
+  tqdm,
+  toolz,
+
+  # optional dependencies (torch)
+  torch,
+  lightning,
+  scipy,
+
+  # test
+  pytestCheckHook,
+  distutils,
+  matplotlib,
+  pyarrow,
+  statsmodels,
+  which,
+}:
+
+buildPythonPackage rec {
+  pname = "gluonts";
+  version = "0.16.1";
+  pyproject = true;
+
+  src = fetchFromGitHub {
+    owner = "awslabs";
+    repo = "gluonts";
+    tag = "v${version}";
+    hash = "sha256-i4yCNe8C9BZw6AZUDOZC1E9PQOOOoUovSZnOF1yzycM=";
+  };
+
+  build-system = [
+    setuptools
+  ];
+
+  dependencies = [
+    numpy
+    pandas
+    pydantic
+    tqdm
+    toolz
+  ];
+
+  optional-dependencies = {
+    torch = [
+      torch
+      lightning
+      scipy
+    ];
+  };
+
+  pythonRelaxDeps = [
+    "numpy"
+    "toolz"
+  ];
+
+  pythonImportsCheck = [
+    "gluonts"
+    "gluonts.core"
+    "gluonts.dataset"
+    "gluonts.ev"
+    "gluonts.evaluation"
+    "gluonts.ext"
+    "gluonts.model"
+    "gluonts.shell"
+    "gluonts.time_feature"
+    "gluonts.torch"
+    "gluonts.transform"
+  ];
+
+  nativeCheckInputs = [
+    pytestCheckHook
+    distutils
+    matplotlib
+    pyarrow
+    statsmodels
+    which
+  ] ++ optional-dependencies.torch;
+
+  preCheck = ''export HOME=$(mktemp -d)'';
+
+  disabledTestPaths = [
+    # requires `cpflows`, not in Nixpkgs
+    "test/torch/model"
+  ];
+
+  disabledTests =
+    [
+      # tries to access network
+      "test_against_former_evaluator"
+    ]
+    ++ lib.optionals stdenv.hostPlatform.isDarwin [
+      # RuntimeError: *** -[__NSPlaceholderArray initWithObjects:count:]: attempt to insert nil object from objects[1]
+      "test_forecast"
+    ];
+
+  meta = {
+    description = "Probabilistic time series modeling in Python";
+    homepage = "https://ts.gluon.ai";
+    changelog = "https://github.com/awslabs/gluonts/releases/tag/${src.tag}";
+    license = lib.licenses.asl20;
+    maintainers = with lib.maintainers; [ bcdarwin ];
+  };
+}
diff --git a/pkgs/top-level/python-packages.nix b/pkgs/top-level/python-packages.nix
index 57d880a4b71b..eeafcd5ca496 100644
--- a/pkgs/top-level/python-packages.nix
+++ b/pkgs/top-level/python-packages.nix
@@ -5584,6 +5584,8 @@ self: super: with self; {
 
   glueviz = callPackage ../development/python-modules/glueviz { };
 
+  gluonts = callPackage ../development/python-modules/gluonts { };
+
   glymur = callPackage ../development/python-modules/glymur { };
 
   glyphsets = callPackage ../development/python-modules/glyphsets { };